Interface AlpacaPricingData

Alpaca pricing payload (trade, quote or bar) as emitted by the native streamer.

interface AlpacaPricingData {
    askPrice: number;
    bidPrice: number;
    messageType: string;
    price: number;
    symbol: string;
    timestamp: string;
    volume: number;
}

Properties

askPrice: number

bidPrice: number

messageType: string

Kind of update: "quote", "trade" or "bar".

price: number

Last trade price, bar close, or bid price for quotes.

symbol: string

Ticker symbol, e.g. "AAPL".

timestamp: string

Exchange timestamp as provided by Alpaca.

volume: number